The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks
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Publication:2514962
DOI10.1007/s11766-014-3209-zzbMath1313.91093OpenAlexW2040531953MaRDI QIDQ2514962
Zhongquan Tan, Jin-Guan Lin, Yang Yang
Publication date: 11 February 2015
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11766-014-3209-z
asymptoticsfinite-time ruin probabilitybivariate Sarmanov distributionfinancial and insurance riskslong-tailed and dominatedly-varying-tailed distribution
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Cites Work
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